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Joe owns a stock with a beta of 1.5 and a standard deviation of 12%. The stock returned 16%. Ella owns a stock with a

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Joe owns a stock with a beta of 1.5 and a standard deviation of 12%. The stock returned 16%. Ella owns a stock with a beta of 1.34 and a standard deviation of 16.4%. The stock has a total return of 14.8%. The risk free rate is 2.5%. Using the Sharpe ratio, which portfolio performed better? A. Joe because of a lower Sharpe than Ella B. Joe because of a higher Sharpe than Ella C. Ella because of a lower Sharpe than Joe D. Ella because of a higher Sharpe than Joe

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